NeSVM (Nesterov’s method for SVM) code for our ICDM 2010 paper

You can now download MATLAB code for NeSVM from here.  In the code, is a key parameter to adjust the trade-off between consistent decreasing of primal object function, and the speed. So you need to roughly tune it to find a good trade-off point.

It is normal to see fluctuation in the first several steps, this is common when applying Nesterov’s method.

About tianyizhou

Research Assistant at University Washington, Seattle, Working on Machine Learning & Statistics in MODE lab leaded by Prof. Carlos Guestrin, and MELODI lab leaded by Prof. Jeff Bilmes.
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